+152.9%
FTNT vs HAS
+212.5%
-59.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | +7.1% | +1.4% | +5.7% | +6.8% |
| 30D | -30.9% | +26.3% | -57.2% | -33.3% |
| 3M | -23.1% | +25.6% | -48.7% | -25.8% |
| 6M | +8.1% | +30.3% | -22.2% | +3.5% |
| YTD | +60.2% | +50.4% | +9.8% | +47.4% |
| 1Y | +57.0% | +57.7% | -0.7% | +42.5% |
| 3Y | +152.9% | +213.4% | -60.5% | +98.7% |
| All | +152.9% | +212.5% | -59.6% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling